Asymptotic properties of power variations of Lévy processes (Q5429598): Difference between revisions

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+Volatility estimators for discretely sampled Lévy processes
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+Realized power variation and stochastic volatility model
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+Limit theorems for multipower variation in the presence of jumps
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
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+On asymptotic errors in discretization of processes
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+La variation d'ordre p des semi-martingales
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